Peugeot SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9702 | 6.90 | |
| 0.0791 | 8.98 | |
| 0.8886 | 79.82 | |
| 0.0415 | 1.41 | |
| -0.0416 | -0.93 | |
| -0.0342 | -1.12 | |
| 0.0984 | 3.48 | |
| -0.1115 | -4.14 | |
| 0.0408 | 1.36 | |
| 0.0212 | 0.80 |
Estimation Period:
Jan 1, 1990 to Jan 15, 2021
Jan 1, 1990 to Jan 15, 2021
News Impact Curve
Volatility Forecasts
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